4 results
RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS: A STOCHASTIC CONTROL APPROACH
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 24 / Issue 1 / January 2010
- Published online by Cambridge University Press:
- 21 December 2009, pp. 47-76
-
- Article
- Export citation
Multitype branching processes observing particles of a given type
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 42 / Issue 2 / June 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 446-462
- Print publication:
- June 2005
-
- Article
-
- You have access
- Export citation
Conditional law of a branching process observing a subpopulation
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 39 / Issue 1 / March 2002
- Published online by Cambridge University Press:
- 14 July 2016, pp. 112-122
- Print publication:
- March 2002
-
- Article
- Export citation
Filtering of a branching process given its split times
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 34 / Issue 3 / September 1997
- Published online by Cambridge University Press:
- 14 July 2016, pp. 565-574
- Print publication:
- September 1997
-
- Article
- Export citation